Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
29,558 documents
This indicator modifies the Heikin Ashi open calculation by making its smoothing period adjustable. The document describes the standard open as an exponential moving average of total price with a fixed smoothing factor, then explains that users can select…
The document briefly describes an Expert Advisor called OpenTicks. At each new bar, it evaluates the previous four bars, though it does not explain the exact signal rules or how those observations determine entries. It also describes a position-management…
This community discussion concerns a futures firm’s penetration-testing requirements for a trading system. The test is meant to count order submissions and cancellations over time, monitor thresholds, and raise alerts when activity peaks. Participants…
This Chinese-equity screening proposal combines a reported increase in investor positions above 5%, a daily return constrained to a narrow band, and an opening gain below 6%. The post’s description gives the daily-return limits as below 2.6% and above -5%,…
This stock-screening approach selects equities with MACD above zero, a positive return over ten days capped at 35%, and a qualifying enterprise characteristic. The article frames positive MACD as evidence of an upward trend, the return band as a way to limit…
The document describes a trading assistant intended to manage protective orders for scalping. After a trade opens, the tool sets initial stop-loss and take-profit levels automatically. If price moves far enough in the favorable direction, it shifts the stop…
This document describes a MetaTrader 5 panel for manual trade management, with automatic entries enabled only in Strategy Tester mode. Traders choose direction and adjust entry, stop, and target levels; the panel can suggest levels from hidden pivot-based…
This document describes an MT4 Expert Advisor that uses the Stochastic Oscillator to trade potential overbought and oversold reversals or momentum shifts. It lists default upper and lower thresholds of 80 and 20, with configurable %K, %D, and slowing inputs.…
This discussion addresses a backtest in which purchases across two mornings totaled more than the stated initial capital. The explanation attributes the apparent overspending to the simulation’s timing convention: the backtest accesses that day’s completed…
This essay argues that traders can develop intuition about leading stocks by participating in their price moves rather than relying only on charts or retrospective analysis. It frames market feel as accumulated experience with price rhythm, capital flows,…
The document outlines a Chinese equity screen combining company size, recent trading activity, and an indicator described as capital strength. Its headline criteria are companies valued below 10 billion yuan, no losses, and previous-day turnover above 8%,…
This A-share screening idea combines three conditions: RSI below 65, a ratio of outside-market to inside-market volume above 1.3, and an opening price near the 10-day moving average. The accompanying example translates these filters into a…
This short description presents a script for analyzing candlesticks over a selected period. It identifies the five candles with the greatest amplitude among bullish candles and the five greatest among bearish candles. The stated purpose is to help traders…
This release note describes changes to Zipline, a Python framework for running algorithmic trading systems. It adds command-line and IPython notebook ways to execute algorithms, plus a history function that supplies rolling market data to a strategy. The…
This Expert Advisor combines a moving average with MACD. The moving average acts as a trend filter, while MACD provides trading signals. When a new signal calls for an opposite position, it also serves as the instruction to close the existing position.…
This MetaTrader 5 indicator visualizes confirmed swing points, breaks or shifts in market structure, and active bullish or bearish order blocks. Users can configure pivot sensitivity, the number and projection length of zones, colors, chart markers, and a…
This tutorial outlines a two-moving-average crossover expert advisor. It exposes configurable fast and slow periods, position size, minimum equity, slippage, and fixed take-profit and stop-loss distances. Initialization checks that the parameter values are…
This research summary studies iron ore returns using factors from the commodity supply chain as well as macroeconomic variables. It groups fundamental drivers around supply, demand, inventories, and costs, and reports findings from a vector autoregression…
The article describes a Chinese-equity screening idea combining a price-range threshold, ranking by net large-order activity, and excluding stocks that hit the upper price limit the previous day. It presents these conditions as a way to find active shares…
This Expert Advisor pairs trend-change signals from an Iin_MA_Signal indicator with position sizing that responds to recent trade outcomes. Signals are acted on after a bar closes when the indicator shows a trend change. Buy and sell histories are evaluated…
This article surveys engineering choices for algorithmic trading systems, including desktop computers versus dedicated or cloud servers, operating-system trade-offs, remote access, and low-latency server placement. It emphasizes resilience: developers should…
This trading script is designed to place a buy stop-limit order using trigger distances measured from the current price. It also sets stop-loss and take-profit distances from the eventual opening price. The listed inputs cover the money-management ratio, the…
The document outlines a MetaTrader Expert Advisor approach for managing open positions on the current symbol. On each tick, it checks whether a position has reached configured profit or loss thresholds and closes it when either threshold is met. If neither…
The document explains how to calculate a portfolio’s expected return as the weighted sum of the assets’ expected returns. It describes portfolio standard deviation as a function of each asset’s weight and volatility, together with the correlations between…